NO.PZ2020011303000149
问题如下：
A bank estimates from its own data that external fraud losses have (in USD millions) a mean of 50 and a standard deviation of 40. The data from a vendor shows that external fraud has a mean of 100 and a standard deviation of 800. It also shows that cyber risk has a mean of 300 and a standard deviation of 1,600. The bank has no data on cyber risk losses. How should it estimate the mean and standard deviation for its cyber risk losses?
选项：
解释：
In the absence of any other data, the bank would assume that the mean cyber loss is 300/100 or three times its mean external fraud loss (i.e., 150), and that the standard deviation of cyber risk losses is 1,600/800, or twice its standard deviation of external fraud loss (i.e., 80).
题目问：一家银行根据自己的数据估计，外部欺诈损失（以百万美元计）的平均值为 50，标准差为 40。来自供应商vendor的数据显示，外部欺诈的平均值为 100，标准差为 800。它还显示网络风险的平均值为 300，标准差为 1,600。该银行没有关于cyber risk损失的数据。它应该如何估计其Cyber risk损失的均值和标准差？
可以利用 cyber risk 和 fraud loss 之间的关系来求。
例如，vendor 那边的数据显示，cyber risk mean 是 fraud loss mean 的 300/100 = 3 倍，所以我们可以认为银行的 cyber risk mean 也是 fraud loss mean 的 3 倍，所以银行的 cyber risk mean = 3*50 = 150；standard deviation 同理。
请问这是什么估计方法？在基础课、讲义的哪部分？怎么没有印象呢？
